+308.9%
MSTR vs CMS
+36.5%
+272.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +12.2% | +0.4% | +11.8% | +12.2% |
| 30D | +45.2% | -3.6% | +48.8% | +44.3% |
| 3M | +10.4% | -1.9% | +12.3% | +9.7% |
| 6M | -2.5% | -11.0% | +8.5% | -3.7% |
| YTD | -6.0% | +0.2% | -6.2% | -6.0% |
| 1Y | -56.4% | -1.3% | -55.1% | -56.3% |
| All | +308.9% | +36.5% | +272.4% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling